Model Selection and Estimation in Regression with Grouped Variables
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Cites work
Cited in
(only showing first 100 items - show all)- Optimal variable selection in multi-group sparse discriminant analysis
- Efficient Sparse Estimate of Sufficient Dimension Reduction in High Dimension
- Single-Index-Based CoVaR With Very High-Dimensional Covariates
- Variable selection in semiparametric nonmixture cure model with interval-censored failure time data: an application to the prostate cancer screening study
- Variable selection for high-dimensional partly linear additive Cox model with application to Alzheimer's disease
- High-Dimensional Cost-constrained Regression Via Nonconvex Optimization
- Sparse quadratic classification rules via linear dimension reduction
- Two-step adaptive model selection for vector autoregressive processes
- Model determination and estimation for the growth curve model via group SCAD penalty
- Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- Discussion of ``Correlated variables in regression: clustering and sparse estimation
- Regression with outlier shrinkage
- ``Grouping strategies and thresholding for high dimensional linear models: discussion
- Ridge Regularization: An Essential Concept in Data Science
- Grouped variable screening for ultra-high dimensional data for linear model
- Integrative variable selection via Bayesian model uncertainty
- Minimax sparse principal subspace estimation in high dimensions
- Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
- Personalized federated learning on large-scale association networks
- Outlier robust and sparse estimation of linear regression coefficients
- Homogeneity and sparsity pursuit using robust adaptive fused Lasso
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- The Lasso on latent indices for regression modeling with ordinal categorical predictors
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- High-dimensional regression with unknown variance
- Variable selection based on squared derivative averages
- Least angle regression. (With discussion)
- Model selection in linear mixed models
- Regularization of case-specific parameters for robustness and efficiency
- Regularized receiver operating characteristic-based logistic regression for grouped variable selection with composite criterion
- Locally sparse reconstruction using the \(\ell^{1,\infty}\)-norm
- Variable selection and regularization via arbitrary rectangle-range generalized elastic net
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Implementing the alternating direction method of multipliers for big datasets: a case study of least absolute shrinkage and selection operator
- Enhancing sparse identification of nonlinear dynamics with Earth-mover distance and group similarity
- Inexact variable metric stochastic block-coordinate descent for regularized optimization
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Pairwise fusion approach incorporating prior constraint information
- A novel T-S fuzzy systems identification with block structured sparse representation
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- The benefit of group sparsity
- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- Individualized Multidirectional Variable Selection
- Estimating heterogeneous causal effects of high-dimensional treatments: application to conjoint analysis
- A characterization of proximity operators
- Newton-type methods with the proximal gradient step for sparse estimation
- scientific article; zbMATH DE number 5059894 (Why is no real title available?)
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- High-Dimensional Gaussian Graphical Regression Models with Covariates
- Modelling Clustered Heterogeneity: Fixed Effects, Random Effects and Mixtures
- A globally convergent algorithm for Lasso-penalized mixture of linear regression models
- Grouped variable importance with random forests and application to multiple functional data analysis
- Convergence analyses on sparse feedforward neural networks via group lasso regularization
- Oracle efficient estimation of structural breaks in cointegrating regressions
- A study on tuning parameter selection for the high-dimensional lasso
- Variable selection with group Lasso approach: application to Cox regression with frailty model
- Model-Based Tensor Low-Rank Clustering
- Structured Shrinkage Priors
- HiQR: an efficient algorithm for high-dimensional quadratic regression with penalties
- Group variable selection via group sparse neural network
- Nonparametric augmented probability weighting with sparsity
- Partially egalitarian portfolio selection
- An iterative approach to distance correlation-based sure independence screening
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Consistent tuning parameter selection in high-dimensional group-penalized regression
- Variable selection of the quantile varying coefficient regression models
- Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data
- A distributed algorithm for fitting generalized additive models
- Continuous-time discrete-space models for animal movement
- Introduction to the special issue on sparsity and regularization methods
- Sparse-Group Boosting: Unbiased Group and Variable Selection
- Sparse factor analysis for categorical data with the group-sparse generalized singular value decomposition
- Grouping strategies and thresholding for high dimensional linear models
- A logistic normal multinomial regression model for microbiome compositional data analysis
- High-dimensional grouped folded concave penalized estimation via the LLA algorithm
- Sparse-group independent component analysis with application to yield curves prediction
- Simultaneous nonparametric regression in RADWT dictionaries
- Subgroup learning for multiple mixed-type outcomes with block-structured covariates
- A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations
- Bayesian grouping-Gibbs sampling estimation of high-dimensional linear model with non-sparsity
- Variable selection in the presence of missing data: imputation-based methods
- Robust \(L_p\)-norm least squares support vector regression with feature selection
- On the oracle property of adaptive group Lasso in high-dimensional linear models
- Sharp oracle inequalities for aggregation of affine estimators
- Variable selection for functional regression models via the \(L_1\) regularization
- Bayesian adaptive group Lasso with semiparametric hidden Markov models
- Partitioning predictors in multivariate regression models
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms
- False Discovery Rate Control via Data Splitting
- Model selection in linear mixed effect models
- A penalty approach to differential item functioning in Rasch models
- Catalytic priors: using synthetic data to specify prior distributions in Bayesian analysis
- Subsampling based variable selection for generalized linear models
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- Converting ADMM to a proximal gradient for efficient sparse estimation
- A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks
- Compressed sensing of color images
- Error bounds for compressed sensing algorithms with group sparsity: A unified approach
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